Non-Gaussian Merton-Black-Scholes theory/

Main Author: Boyarchenko, Svetlana I.
Other Authors: Levendorskii, Serge,
Format: Book
Language:English
Published: [Singapore River Edge, N. J.]: World Scientific, [c2002]
Series:Advanced series on statistical science & applied probability 9
Subjects:
Physical Description:xxi, 398 p. : ill. ; 23 cm.
Bibliography:Invcludes bibliographical references (p. 385-392) and index
ISBN:9810249446